I installed CentOS 6.4 on my mac using VMWare Fusion. However, during the installation, it did not guide me through the installation steps (e.g., choosing software selection like Server, Server-GUI, Desktop-KDE, or choosing /home, /tmp, /var and other stuff). I just directly, got my CentOS up and running.

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It sounds like you accidentally burned the LiveCD version of CentOS. Basically, that means you're booting into a graphical environment from the CD/ISO and haven't actually installed it yet. A LiveCD environment is used to either troubleshoot an existing Linux system (using the boot environment to issue commands from), or to "test drive" the OS without committing yourself to the process by modifying the hard drive

You may want that if you want to play around with CentOS a little bit before installing it for real (personal preference on your end).

When you do want to install it you'll have to pick a different ISO from one of their mirrors. I use the two full DVD images (that you get from the torrent file). You usually only actually need the first DVD ISO, but that depends on what software you pick during the install).